The United States and British governments have told their citizens to leave Yemen "immediately" amid fears Al Qaeda is planning a major terrorist attack.

France and Germany have also closed their missions in Yemen, while other European countries have taken extra precautions, with Belgium, Italy and the Netherlands advising their citizens to leave the country.

The US State Department said it had pulled all non-essential personnel from Yemen, and the Pentagon said the US Air Force had flown staffers out early on Tuesday.

"We are concerned about a threat stream indicating the potential for terrorist attacks against US persons or facilities overseas, especially emanating from the Arabian Peninsula," State Department spokeswoman Jen Psaki said in a statement.

"As such, the department is taking appropriate steps to protect our employees, including local employees and visitors to our facilities."

Pentagon spokesman George Little said defence department personnel remain "on the ground in Yemen to support the US State Department and monitor the security situation."

Britain, meantime, announced the temporary withdrawal of all personnel from its embassy in Yemen, saying it would remain closed "until staff are able to return."

Concrete barriers surrounding the British embassy have been raised higher amid heightened security measures in the Yemeni capital Sanaa that include hundreds of armoured vehicles on the streets.

The closure of the missions was sparked by electronic intercepts between Al Qaeda leader Ayman al-Zawahiri and Nasser al-Wuhayshi, the leader of Al Qaeda's Yemen affiliate, Al Qaeda in the Arabian Peninsula (AQAP).

The New York Times reported that electronic communications last week revealed that Zawahiri had ordered AQAP to carry out an attack as early as last Sunday.

CNN reported that Zawahiri told Wuhayshi to "do something", causing officials in both Washington and Yemen to fear an attack was imminent.

As a result, roughly two dozen US diplomatic posts were shut and the State Department said 19 would remain shut through Saturday.

AQAP is seen as the terrorism network's most capable franchise following the decimation of its core leadership in Afghanistan and Pakistan in recent years.

The Yemen-based group has attempted a number of attacks on US soil, including a bid to bring down a passenger plane in 2009 by a man wearing explosives in his underwear and a failed plot to send bombs concealed in printers.

The United States in turn has launched scores of drone strikes in Yemen, where the militant group thrives in vast, lawless areas largely outside the government's control.

Tribal source reports drone strike on militants

A drone strike in Yemen early on Tuesday struck a vehicle, killing four suspected Al Qaeda militants "in a ball of fire," a tribal source told AFP.

One of the four people killed was on a list released by Yemeni authorities of 25 Al Qaeda operatives suspected of plotting attacks to coincide with the end of the Muslim holy month of Ramadan, according to the source.

It was not immediately clear if the State Department alert was related to the drone strike. US officials, who rarely acknowledge the covert drone program, could not be reached for comment.

Several US allies, including Britain, France, Germany and Norway, have also announced closures of some of their missions in the region.

Politicians in Washington described the threat level as very serious, with some invoking the September 11, 2001 attacks.